Code Set
OptPayoutTypeCodeSet
| ID | 1482 |
| Type | int |
| Pedigree | Added EP92, Updated EP238 |
Indicates the type of valuation method or payout trigger for an in-the-money option.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Vanilla | 1 | Vanilla | Added EP92 | |
| Capped | 2 | Capped | Added EP92 | |
| Binary | 3 | Digital (Binary) | Added EP92, Updated EP238 | |
| Asian | 4 | Asian | Added EP238 | |
| Barrier | 5 | Barrier | Added EP238 | |
| DigitalBarrier | 6 | Digital Barrier | Added EP238 | |
| Lookback | 7 | Lookback | Added EP238 | |
| OtherPathDependent | 8 | Other path dependent | Added EP238 | |
| Other | 99 | Other | Added EP238 |
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